{smcl}
{txt}{sf}{ul off}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\ANDY KIM\REVISION FOR WORLD DEVELOPMENT\DATA AND CODE\Appendix.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}14 Jul 2016, 09:18:11
{txt}
{com}. 
. // RECODING VARIABLES
. // The first thing we do is generate some new variables
. // because some of our old study characteristics had too few
. // observations
. gen endog = (tsls == 1 | gmm == 1)
{txt}
{com}. gen se_notols = (se_het == 1 | se_other == 1)
{txt}
{com}. gen fdigdp = fditype0
{txt}
{com}. 
. // This section transforms the continuous variables so they are 
. // deviations from the mean.  This makes the constant more "interpretable".
. gen pubyear2 = pubyear
{txt}
{com}. egen pubyearm = mean(pubyear2)
{txt}
{com}. replace pubyear = pubyear2 - pubyearm
{txt}variable {bf}pubyear{sf} was {bf}{res}int{sf}{txt} now {bf}{res}float{sf}
{txt}(280 real changes made)

{com}. 
. gen datayear2 = datayear
{txt}
{com}. egen datayearm = mean(datayear2)
{txt}
{com}. replace datayear = datayear2 - datayearm
{txt}(280 real changes made)

{com}. 
. gen span2 = span
{txt}
{com}. egen spanm = mean(span2)
{txt}
{com}. replace span = span2 - spanm
{txt}variable {bf}span{sf} was {bf}{res}byte{sf}{txt} now {bf}{res}float{sf}
{txt}(280 real changes made)

{com}. 
. gen journalrank2 = journalrank
{txt}
{com}. egen jrmean = mean(journalrank2)
{txt}
{com}. replace journalrank = journalrank2 - jrmean
{txt}(280 real changes made)

{com}. 
. 
. //CONVERTING TSTATS TO PARTICAL CORRELATION COEFFICIENTS, r
. gen eff = sqrt(tstat^2/(tstat^2+df))
{txt}
{com}. gen r = eff if positive == 1
{txt}(32 missing values generated)

{com}. replace r = -1*eff if r == .
{txt}(32 real changes made)

{com}. gen varR = (1-r^2)/df
{txt}
{com}. gen seR = sqrt(varR)
{txt}
{com}. gen pcc = r
{txt}
{com}. 
. metareg r pubyear datayear span subset fdigdp initial endog ///
> se_notols dvtype1 dvtype2 dvtype_other panel_nofe panel_fe ts ///
> cjournal notjournal journalrank, wsse(seR)

{txt}Meta-regression{col 55}Number of obs{col 70}= {res}    280
REML{txt} estimate of between-study variance{col 55}tau2{col 70}={res}  .01732
{txt}% residual variation due to heterogeneity{col 55}I-squared_res{col 70}= {res} 78.37%
{txt}Proportion of between-study variance explained{col 55}Adj R-squared {col 70}= {res} 44.72%
{txt}Joint test for all covariates{col 55}Model F({res}17{txt},{res}262{txt}){col 70}= {res}  10.71
With{txt} Knapp-Hartung modification{col 55}Prob > F{col 70}= {res} 0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}           r{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}pubyear {c |}{col 14}{res}{space 2}-.0161342{col 26}{space 2} .0064403{col 37}{space 1}   -2.51{col 46}{space 3}0.013{col 54}{space 4}-.0288154{col 67}{space 3}-.0034529
{txt}{space 4}datayear {c |}{col 14}{res}{space 2} .0043885{col 26}{space 2}  .006062{col 37}{space 1}    0.72{col 46}{space 3}0.470{col 54}{space 4}-.0075479{col 67}{space 3} .0163248
{txt}{space 8}span {c |}{col 14}{res}{space 2}-.0029624{col 26}{space 2} .0031266{col 37}{space 1}   -0.95{col 46}{space 3}0.344{col 54}{space 4}-.0091189{col 67}{space 3}  .003194
{txt}{space 6}subset {c |}{col 14}{res}{space 2} .0664005{col 26}{space 2}  .025403{col 37}{space 1}    2.61{col 46}{space 3}0.009{col 54}{space 4} .0163805{col 67}{space 3} .1164204
{txt}{space 6}fdigdp {c |}{col 14}{res}{space 2}-.0524102{col 26}{space 2} .0247596{col 37}{space 1}   -2.12{col 46}{space 3}0.035{col 54}{space 4}-.1011634{col 67}{space 3}-.0036571
{txt}{space 5}initial {c |}{col 14}{res}{space 2}-.1974609{col 26}{space 2}  .034935{col 37}{space 1}   -5.65{col 46}{space 3}0.000{col 54}{space 4}-.2662501{col 67}{space 3}-.1286718
{txt}{space 7}endog {c |}{col 14}{res}{space 2}  .019322{col 26}{space 2} .0301433{col 37}{space 1}    0.64{col 46}{space 3}0.522{col 54}{space 4}-.0400319{col 67}{space 3} .0786759
{txt}{space 3}se_notols {c |}{col 14}{res}{space 2}-.0403374{col 26}{space 2} .0256509{col 37}{space 1}   -1.57{col 46}{space 3}0.117{col 54}{space 4}-.0908455{col 67}{space 3} .0101708
{txt}{space 5}dvtype1 {c |}{col 14}{res}{space 2}  -.05528{col 26}{space 2} .0460612{col 37}{space 1}   -1.20{col 46}{space 3}0.231{col 54}{space 4}-.1459772{col 67}{space 3} .0354172
{txt}{space 5}dvtype2 {c |}{col 14}{res}{space 2} .1792798{col 26}{space 2}  .047693{col 37}{space 1}    3.76{col 46}{space 3}0.000{col 54}{space 4} .0853695{col 67}{space 3} .2731902
{txt}dvtype_other {c |}{col 14}{res}{space 2} .0152774{col 26}{space 2} .0657769{col 37}{space 1}    0.23{col 46}{space 3}0.817{col 54}{space 4}-.1142412{col 67}{space 3}  .144796
{txt}{space 2}panel_nofe {c |}{col 14}{res}{space 2}-.1383185{col 26}{space 2} .0370485{col 37}{space 1}   -3.73{col 46}{space 3}0.000{col 54}{space 4}-.2112691{col 67}{space 3}-.0653678
{txt}{space 4}panel_fe {c |}{col 14}{res}{space 2}-.1974748{col 26}{space 2} .0329882{col 37}{space 1}   -5.99{col 46}{space 3}0.000{col 54}{space 4}-.2624306{col 67}{space 3} -.132519
{txt}{space 10}ts {c |}{col 14}{res}{space 2}-.0140914{col 26}{space 2}  .013005{col 37}{space 1}   -1.08{col 46}{space 3}0.280{col 54}{space 4} -.039699{col 67}{space 3} .0115162
{txt}{space 4}cjournal {c |}{col 14}{res}{space 2}-.1004842{col 26}{space 2} .0464886{col 37}{space 1}   -2.16{col 46}{space 3}0.032{col 54}{space 4} -.192023{col 67}{space 3}-.0089454
{txt}{space 2}notjournal {c |}{col 14}{res}{space 2}-.0033315{col 26}{space 2} .0425902{col 37}{space 1}   -0.08{col 46}{space 3}0.938{col 54}{space 4}-.0871942{col 67}{space 3} .0805311
{txt}{space 1}journalrank {c |}{col 14}{res}{space 2}-.0069247{col 26}{space 2} .0542557{col 37}{space 1}   -0.13{col 46}{space 3}0.899{col 54}{space 4}-.1137574{col 67}{space 3} .0999081
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}  .420859{col 26}{space 2} .0530484{col 37}{space 1}    7.93{col 46}{space 3}0.000{col 54}{space 4} .3164036{col 67}{space 3} .5253144
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. scalar tau2 = e(tau2)
{txt}
{com}. display tau2
{res}.01731573
{txt}
{com}. gen revarR= varR + tau2
{txt}
{com}. gen reseR = sqrt(revarR)
{txt}
{com}. 
. gen pubyearr = pubyear/reseR 
{txt}
{com}. gen datayearr = datayear/reseR 
{txt}
{com}. gen spann = span/reseR 
{txt}
{com}. gen subsett = subset/reseR 
{txt}
{com}. gen fdigdpp = fdigdp/reseR
{txt}
{com}. gen initiall = initial/reseR
{txt}
{com}. gen endogg = endog/reseR
{txt}
{com}. gen se_notolss = se_notols/reseR
{txt}
{com}. gen dvtype11 = dvtype1/reseR 
{txt}
{com}. gen dvtype22 = dvtype2/reseR 
{txt}
{com}. gen dvtype_otherr = dvtype_other/reseR 
{txt}
{com}. gen panel_nofee = panel_nofe/reseR 
{txt}
{com}. gen panel_fee = panel_fe/ reseR 
{txt}
{com}. gen tss = ts/reseR   
{txt}
{com}. gen cjournall = cjournal/reseR 
{txt}
{com}. gen notjournall = notjournal/reseR 
{txt}
{com}. gen journalrankk = journalrank/reseR
{txt}
{com}. gen conss = 1/reseR
{txt}
{com}. gen ser = 1
{txt}
{com}. gen retstatR = r/reseR 
{txt}
{com}. 
. 
. 
. *--------------------------------------------------------------------------------*
. *   APPENDIX: Random Effects Multiple Meta-Regression                             *
. *--------------------------------------------------------------------------------*
. 
. // RANDOM EFFECTS - Full Specification
. 
. // These specifications include the SeR term
. // NOTE: The constant term is the SER term
. 
. 
. //This first regression gives equal weight to each observation
. // Table APPENDIX 1 - Column 1
. reg retstatR pubyearr datayearr spann subsett fdigdpp initiall endogg ///
> se_notolss dvtype11 dvtype22 dvtype_otherr panel_nofee panel_fee tss ///
> cjournall notjournall journalrankk conss,  vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}       280
                                                {txt}F(18, 36)         =  {res}    11.89
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3934
                                                {txt}Root MSE          =    {res} .94164

{txt}{ralign 78:(Std. Err. adjusted for {res:37} clusters in id)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}    retstatR{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}pubyearr {c |}{col 14}{res}{space 2}-.0213486{col 26}{space 2} .0089178{col 37}{space 1}   -2.39{col 46}{space 3}0.022{col 54}{space 4}-.0394348{col 67}{space 3}-.0032624
{txt}{space 3}datayearr {c |}{col 14}{res}{space 2} .0089565{col 26}{space 2} .0090186{col 37}{space 1}    0.99{col 46}{space 3}0.327{col 54}{space 4}-.0093342{col 67}{space 3} .0272471
{txt}{space 7}spann {c |}{col 14}{res}{space 2}-.0015122{col 26}{space 2} .0034276{col 37}{space 1}   -0.44{col 46}{space 3}0.662{col 54}{space 4}-.0084638{col 67}{space 3} .0054394
{txt}{space 5}subsett {c |}{col 14}{res}{space 2} .0360294{col 26}{space 2} .0251493{col 37}{space 1}    1.43{col 46}{space 3}0.161{col 54}{space 4}-.0149758{col 67}{space 3} .0870346
{txt}{space 5}fdigdpp {c |}{col 14}{res}{space 2}-.0615447{col 26}{space 2} .0430143{col 37}{space 1}   -1.43{col 46}{space 3}0.161{col 54}{space 4}-.1487817{col 67}{space 3} .0256922
{txt}{space 4}initiall {c |}{col 14}{res}{space 2}-.1956459{col 26}{space 2} .0488503{col 37}{space 1}   -4.01{col 46}{space 3}0.000{col 54}{space 4}-.2947189{col 67}{space 3}-.0965729
{txt}{space 6}endogg {c |}{col 14}{res}{space 2}-.0075144{col 26}{space 2} .0457583{col 37}{space 1}   -0.16{col 46}{space 3}0.870{col 54}{space 4}-.1003165{col 67}{space 3} .0852877
{txt}{space 2}se_notolss {c |}{col 14}{res}{space 2}-.0031635{col 26}{space 2} .0545142{col 37}{space 1}   -0.06{col 46}{space 3}0.954{col 54}{space 4}-.1137234{col 67}{space 3} .1073965
{txt}{space 4}dvtype11 {c |}{col 14}{res}{space 2}-.0438173{col 26}{space 2} .0483409{col 37}{space 1}   -0.91{col 46}{space 3}0.371{col 54}{space 4}-.1418571{col 67}{space 3} .0542225
{txt}{space 4}dvtype22 {c |}{col 14}{res}{space 2} .2052112{col 26}{space 2} .0491598{col 37}{space 1}    4.17{col 46}{space 3}0.000{col 54}{space 4} .1055106{col 67}{space 3} .3049118
{txt}dvtype_ot~rr {c |}{col 14}{res}{space 2} .0332851{col 26}{space 2} .0442056{col 37}{space 1}    0.75{col 46}{space 3}0.456{col 54}{space 4}-.0563681{col 67}{space 3} .1229382
{txt}{space 1}panel_nofee {c |}{col 14}{res}{space 2}  .014026{col 26}{space 2} .0923879{col 37}{space 1}    0.15{col 46}{space 3}0.880{col 54}{space 4}-.1733453{col 67}{space 3} .2013974
{txt}{space 3}panel_fee {c |}{col 14}{res}{space 2}-.0447962{col 26}{space 2} .0936026{col 37}{space 1}   -0.48{col 46}{space 3}0.635{col 54}{space 4}-.2346311{col 67}{space 3} .1450388
{txt}{space 9}tss {c |}{col 14}{res}{space 2}-.0218517{col 26}{space 2} .0076366{col 37}{space 1}   -2.86{col 46}{space 3}0.007{col 54}{space 4}-.0373394{col 67}{space 3} -.006364
{txt}{space 3}cjournall {c |}{col 14}{res}{space 2}-.1037578{col 26}{space 2} .0577952{col 37}{space 1}   -1.80{col 46}{space 3}0.081{col 54}{space 4}-.2209719{col 67}{space 3} .0134563
{txt}{space 1}notjournall {c |}{col 14}{res}{space 2}-.0093324{col 26}{space 2} .0630091{col 37}{space 1}   -0.15{col 46}{space 3}0.883{col 54}{space 4}-.1371207{col 67}{space 3} .1184559
{txt}journalrankk {c |}{col 14}{res}{space 2} .0064801{col 26}{space 2} .0615572{col 37}{space 1}    0.11{col 46}{space 3}0.917{col 54}{space 4}-.1183637{col 67}{space 3} .1313239
{txt}{space 7}conss {c |}{col 14}{res}{space 2}-.0796625{col 26}{space 2} .2770544{col 37}{space 1}   -0.29{col 46}{space 3}0.775{col 54}{space 4}-.6415548{col 67}{space 3} .4822298
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 2.301466{col 26}{space 2} 1.207738{col 37}{space 1}    1.91{col 46}{space 3}0.065{col 54}{space 4}-.1479411{col 67}{space 3} 4.750873
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.35155973
{txt}
{com}. 
. //This regression gives equal weight to each study
. // Table APPENDIX 1 - Column 3
. reg retstatR pubyearr datayearr spann subsett fdigdpp initiall endogg ///
> se_notolss dvtype11 dvtype22 dvtype_otherr panel_nofee panel_fee tss ///
> cjournall notjournall journalrankk conss [pweight = weight], vce(cluster id)
{txt}(sum of wgt is   3.7000e+01)

Linear regression                               Number of obs     = {res}       280
                                                {txt}F(18, 36)         =  {res}     4.91
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.4635
                                                {txt}Root MSE          =    {res} 1.0077

{txt}{ralign 78:(Std. Err. adjusted for {res:37} clusters in id)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}    retstatR{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}pubyearr {c |}{col 14}{res}{space 2}-.0269149{col 26}{space 2} .0110249{col 37}{space 1}   -2.44{col 46}{space 3}0.020{col 54}{space 4}-.0492744{col 67}{space 3}-.0045554
{txt}{space 3}datayearr {c |}{col 14}{res}{space 2} .0157936{col 26}{space 2} .0113108{col 37}{space 1}    1.40{col 46}{space 3}0.171{col 54}{space 4}-.0071458{col 67}{space 3} .0387329
{txt}{space 7}spann {c |}{col 14}{res}{space 2} .0051666{col 26}{space 2} .0052971{col 37}{space 1}    0.98{col 46}{space 3}0.336{col 54}{space 4}-.0055764{col 67}{space 3} .0159096
{txt}{space 5}subsett {c |}{col 14}{res}{space 2}  .019321{col 26}{space 2} .0396423{col 37}{space 1}    0.49{col 46}{space 3}0.629{col 54}{space 4}-.0610772{col 67}{space 3} .0997192
{txt}{space 5}fdigdpp {c |}{col 14}{res}{space 2}-.0388446{col 26}{space 2} .0564735{col 37}{space 1}   -0.69{col 46}{space 3}0.496{col 54}{space 4}-.1533782{col 67}{space 3}  .075689
{txt}{space 4}initiall {c |}{col 14}{res}{space 2}-.1795164{col 26}{space 2} .0665456{col 37}{space 1}   -2.70{col 46}{space 3}0.011{col 54}{space 4}-.3144771{col 67}{space 3}-.0445557
{txt}{space 6}endogg {c |}{col 14}{res}{space 2} -.060174{col 26}{space 2} .0519638{col 37}{space 1}   -1.16{col 46}{space 3}0.254{col 54}{space 4}-.1655616{col 67}{space 3} .0452135
{txt}{space 2}se_notolss {c |}{col 14}{res}{space 2}-.0922183{col 26}{space 2} .0740651{col 37}{space 1}   -1.25{col 46}{space 3}0.221{col 54}{space 4}-.2424294{col 67}{space 3} .0579927
{txt}{space 4}dvtype11 {c |}{col 14}{res}{space 2}-.0772547{col 26}{space 2} .0570959{col 37}{space 1}   -1.35{col 46}{space 3}0.184{col 54}{space 4}-.1930504{col 67}{space 3} .0385411
{txt}{space 4}dvtype22 {c |}{col 14}{res}{space 2}  .185097{col 26}{space 2} .0692581{col 37}{space 1}    2.67{col 46}{space 3}0.011{col 54}{space 4} .0446351{col 67}{space 3} .3255589
{txt}dvtype_ot~rr {c |}{col 14}{res}{space 2} .0907645{col 26}{space 2} .1112972{col 37}{space 1}    0.82{col 46}{space 3}0.420{col 54}{space 4}-.1349568{col 67}{space 3} .3164858
{txt}{space 1}panel_nofee {c |}{col 14}{res}{space 2}-.1619794{col 26}{space 2} .1177438{col 37}{space 1}   -1.38{col 46}{space 3}0.177{col 54}{space 4} -.400775{col 67}{space 3} .0768162
{txt}{space 3}panel_fee {c |}{col 14}{res}{space 2}-.1597468{col 26}{space 2} .1208457{col 37}{space 1}   -1.32{col 46}{space 3}0.195{col 54}{space 4}-.4048331{col 67}{space 3} .0853395
{txt}{space 9}tss {c |}{col 14}{res}{space 2} .0000541{col 26}{space 2} .0108669{col 37}{space 1}    0.00{col 46}{space 3}0.996{col 54}{space 4} -.021985{col 67}{space 3} .0220932
{txt}{space 3}cjournall {c |}{col 14}{res}{space 2} .0284279{col 26}{space 2} .0816259{col 37}{space 1}    0.35{col 46}{space 3}0.730{col 54}{space 4}-.1371172{col 67}{space 3} .1939729
{txt}{space 1}notjournall {c |}{col 14}{res}{space 2} -.009677{col 26}{space 2} .0703103{col 37}{space 1}   -0.14{col 46}{space 3}0.891{col 54}{space 4}-.1522729{col 67}{space 3} .1329188
{txt}journalrankk {c |}{col 14}{res}{space 2} .0624585{col 26}{space 2} .0805809{col 37}{space 1}    0.78{col 46}{space 3}0.443{col 54}{space 4}-.1009671{col 67}{space 3} .2258841
{txt}{space 7}conss {c |}{col 14}{res}{space 2} .2630132{col 26}{space 2}  .308385{col 37}{space 1}    0.85{col 46}{space 3}0.399{col 54}{space 4}-.3624206{col 67}{space 3} .8884469
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.102923{col 26}{space 2}  1.24076{col 37}{space 1}    0.89{col 46}{space 3}0.380{col 54}{space 4}-1.413455{col 67}{space 3} 3.619302
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.42646394
{txt}
{com}. 
. // NOTE: These specification omit the SeR term
. 
. //This first regression gives equal weight to each observation
. // Table APPENDIX 1 - Column 2
. reg retstatR pubyearr datayearr spann subsett fdigdpp initiall endogg ///
> se_notolss dvtype11 dvtype22 dvtype_otherr panel_nofee panel_fee tss ///
> cjournall notjournall journalrankk conss, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}       280
                                                {txt}F(18, 36)         =  {res}    40.06
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.7127
                                                {txt}Root MSE          =    {res} .97019

{txt}{ralign 78:(Std. Err. adjusted for {res:37} clusters in id)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}    retstatR{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}pubyearr {c |}{col 14}{res}{space 2}-.0161342{col 26}{space 2} .0078005{col 37}{space 1}   -2.07{col 46}{space 3}0.046{col 54}{space 4}-.0319544{col 67}{space 3} -.000314
{txt}{space 3}datayearr {c |}{col 14}{res}{space 2} .0043885{col 26}{space 2} .0075235{col 37}{space 1}    0.58{col 46}{space 3}0.563{col 54}{space 4}-.0108699{col 67}{space 3} .0196468
{txt}{space 7}spann {c |}{col 14}{res}{space 2}-.0029624{col 26}{space 2} .0032234{col 37}{space 1}   -0.92{col 46}{space 3}0.364{col 54}{space 4}-.0094999{col 67}{space 3}  .003575
{txt}{space 5}subsett {c |}{col 14}{res}{space 2} .0664005{col 26}{space 2} .0274793{col 37}{space 1}    2.42{col 46}{space 3}0.021{col 54}{space 4} .0106699{col 67}{space 3} .1221311
{txt}{space 5}fdigdpp {c |}{col 14}{res}{space 2}-.0524102{col 26}{space 2} .0548932{col 37}{space 1}   -0.95{col 46}{space 3}0.346{col 54}{space 4}-.1637387{col 67}{space 3} .0589182
{txt}{space 4}initiall {c |}{col 14}{res}{space 2}-.1974609{col 26}{space 2} .0577976{col 37}{space 1}   -3.42{col 46}{space 3}0.002{col 54}{space 4}-.3146798{col 67}{space 3}-.0802421
{txt}{space 6}endogg {c |}{col 14}{res}{space 2}  .019322{col 26}{space 2} .0438612{col 37}{space 1}    0.44{col 46}{space 3}0.662{col 54}{space 4}-.0696325{col 67}{space 3} .1082766
{txt}{space 2}se_notolss {c |}{col 14}{res}{space 2}-.0403374{col 26}{space 2} .0562368{col 37}{space 1}   -0.72{col 46}{space 3}0.478{col 54}{space 4}-.1543909{col 67}{space 3} .0737162
{txt}{space 4}dvtype11 {c |}{col 14}{res}{space 2}  -.05528{col 26}{space 2} .0592748{col 37}{space 1}   -0.93{col 46}{space 3}0.357{col 54}{space 4}-.1754948{col 67}{space 3} .0649349
{txt}{space 4}dvtype22 {c |}{col 14}{res}{space 2} .1792798{col 26}{space 2} .0670013{col 37}{space 1}    2.68{col 46}{space 3}0.011{col 54}{space 4} .0433948{col 67}{space 3} .3151649
{txt}dvtype_ot~rr {c |}{col 14}{res}{space 2} .0152774{col 26}{space 2} .0538113{col 37}{space 1}    0.28{col 46}{space 3}0.778{col 54}{space 4} -.093857{col 67}{space 3} .1244119
{txt}{space 1}panel_nofee {c |}{col 14}{res}{space 2}-.1383185{col 26}{space 2} .0646087{col 37}{space 1}   -2.14{col 46}{space 3}0.039{col 54}{space 4}-.2693511{col 67}{space 3}-.0072858
{txt}{space 3}panel_fee {c |}{col 14}{res}{space 2}-.1974748{col 26}{space 2} .0649465{col 37}{space 1}   -3.04{col 46}{space 3}0.004{col 54}{space 4}-.3291924{col 67}{space 3}-.0657572
{txt}{space 9}tss {c |}{col 14}{res}{space 2}-.0140914{col 26}{space 2}  .010253{col 37}{space 1}   -1.37{col 46}{space 3}0.178{col 54}{space 4}-.0348855{col 67}{space 3} .0067026
{txt}{space 3}cjournall {c |}{col 14}{res}{space 2}-.1004842{col 26}{space 2} .0593392{col 37}{space 1}   -1.69{col 46}{space 3}0.099{col 54}{space 4}-.2208296{col 67}{space 3} .0198612
{txt}{space 1}notjournall {c |}{col 14}{res}{space 2}-.0033315{col 26}{space 2} .0695882{col 37}{space 1}   -0.05{col 46}{space 3}0.962{col 54}{space 4}-.1444629{col 67}{space 3} .1377999
{txt}journalrankk {c |}{col 14}{res}{space 2}-.0069247{col 26}{space 2} .0700815{col 37}{space 1}   -0.10{col 46}{space 3}0.922{col 54}{space 4}-.1490566{col 67}{space 3} .1352073
{txt}{space 7}conss {c |}{col 14}{res}{space 2}  .420859{col 26}{space 2} .0666209{col 37}{space 1}    6.32{col 46}{space 3}0.000{col 54}{space 4} .2857456{col 67}{space 3} .5559724
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.69301386
{txt}
{com}. 
. //This regression gives equal weight to each study
. // Table APPENDIX 1 - Column 4
. reg retstatR pubyearr datayearr spann subsett fdigdpp initiall endogg ///
> se_notolss dvtype11 dvtype22 dvtype_otherr panel_nofee panel_fee tss ///
> cjournall notjournall journalrankk conss [pweight = weight], noc vce(cluster id)
{txt}(sum of wgt is   3.7000e+01)

Linear regression                               Number of obs     = {res}       280
                                                {txt}F(18, 36)         =  {res}    27.46
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.7761
                                                {txt}Root MSE          =    {res} 1.0137

{txt}{ralign 78:(Std. Err. adjusted for {res:37} clusters in id)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}    retstatR{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      t{col 46}   P>|t|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}pubyearr {c |}{col 14}{res}{space 2}-.0230344{col 26}{space 2} .0094053{col 37}{space 1}   -2.45{col 46}{space 3}0.019{col 54}{space 4}-.0421092{col 67}{space 3}-.0039596
{txt}{space 3}datayearr {c |}{col 14}{res}{space 2}  .012884{col 26}{space 2}  .009698{col 37}{space 1}    1.33{col 46}{space 3}0.192{col 54}{space 4}-.0067844{col 67}{space 3} .0325524
{txt}{space 7}spann {c |}{col 14}{res}{space 2} .0041834{col 26}{space 2} .0048913{col 37}{space 1}    0.86{col 46}{space 3}0.398{col 54}{space 4}-.0057366{col 67}{space 3} .0141034
{txt}{space 5}subsett {c |}{col 14}{res}{space 2} .0279022{col 26}{space 2} .0389832{col 37}{space 1}    0.72{col 46}{space 3}0.479{col 54}{space 4}-.0511595{col 67}{space 3} .1069638
{txt}{space 5}fdigdpp {c |}{col 14}{res}{space 2}-.0404804{col 26}{space 2} .0582849{col 37}{space 1}   -0.69{col 46}{space 3}0.492{col 54}{space 4}-.1586877{col 67}{space 3} .0777269
{txt}{space 4}initiall {c |}{col 14}{res}{space 2}-.1828812{col 26}{space 2} .0685441{col 37}{space 1}   -2.67{col 46}{space 3}0.011{col 54}{space 4}-.3218952{col 67}{space 3}-.0438673
{txt}{space 6}endogg {c |}{col 14}{res}{space 2}-.0448586{col 26}{space 2} .0500622{col 37}{space 1}   -0.90{col 46}{space 3}0.376{col 54}{space 4}-.1463896{col 67}{space 3} .0566723
{txt}{space 2}se_notolss {c |}{col 14}{res}{space 2}-.1080774{col 26}{space 2} .0733026{col 37}{space 1}   -1.47{col 46}{space 3}0.149{col 54}{space 4}-.2567419{col 67}{space 3} .0405871
{txt}{space 4}dvtype11 {c |}{col 14}{res}{space 2}-.0772667{col 26}{space 2} .0609514{col 37}{space 1}   -1.27{col 46}{space 3}0.213{col 54}{space 4}-.2008818{col 67}{space 3} .0463485
{txt}{space 4}dvtype22 {c |}{col 14}{res}{space 2} .1712772{col 26}{space 2} .0773632{col 37}{space 1}    2.21{col 46}{space 3}0.033{col 54}{space 4} .0143773{col 67}{space 3} .3281771
{txt}dvtype_ot~rr {c |}{col 14}{res}{space 2} .0773997{col 26}{space 2} .1176857{col 37}{space 1}    0.66{col 46}{space 3}0.515{col 54}{space 4}-.1612779{col 67}{space 3} .3160772
{txt}{space 1}panel_nofee {c |}{col 14}{res}{space 2}-.2403337{col 26}{space 2} .0659188{col 37}{space 1}   -3.65{col 46}{space 3}0.001{col 54}{space 4}-.3740232{col 67}{space 3}-.1066441
{txt}{space 3}panel_fee {c |}{col 14}{res}{space 2}-.2350125{col 26}{space 2} .0715064{col 37}{space 1}   -3.29{col 46}{space 3}0.002{col 54}{space 4}-.3800342{col 67}{space 3}-.0899908
{txt}{space 9}tss {c |}{col 14}{res}{space 2} .0029147{col 26}{space 2} .0116549{col 37}{space 1}    0.25{col 46}{space 3}0.804{col 54}{space 4}-.0207225{col 67}{space 3}  .026552
{txt}{space 3}cjournall {c |}{col 14}{res}{space 2} .0275754{col 26}{space 2} .0778264{col 37}{space 1}    0.35{col 46}{space 3}0.725{col 54}{space 4} -.130264{col 67}{space 3} .1854147
{txt}{space 1}notjournall {c |}{col 14}{res}{space 2}-.0124032{col 26}{space 2} .0722496{col 37}{space 1}   -0.17{col 46}{space 3}0.865{col 54}{space 4}-.1589322{col 67}{space 3} .1341259
{txt}journalrankk {c |}{col 14}{res}{space 2} .0599093{col 26}{space 2} .0813114{col 37}{space 1}    0.74{col 46}{space 3}0.466{col 54}{space 4}-.1049978{col 67}{space 3} .2248165
{txt}{space 7}conss {c |}{col 14}{res}{space 2} .5177577{col 26}{space 2} .0777626{col 37}{space 1}    6.66{col 46}{space 3}0.000{col 54}{space 4} .3600479{col 67}{space 3} .6754676
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. display e(r2_a)
{res}.76068508
{txt}
{com}. 
. /*
> 
> // RANDOM EFFECTS - Stepwise Specification where SeR term can be kept or dropped
> 
> //This first regression gives equal weight to each observation
> stepwise, pr(0.05) lockterm1:reg retstatR conss pubyearr datayearr spann ///
> subsett fdigdpp initiall endogg se_notolss dvtype11 dvtype22 dvtype_otherr ///
> panel_nofee panel_fee tss cjournall notjournall ser, noc cluster(id)
> display e(r2_a)
> 
> //This first regression gives equal weight to each observation
> stepwise, pr(0.05) lockterm1:reg retstatR conss pubyearr datayearr spann ///
> subsett fdigdpp initiall endogg se_notolss dvtype11 dvtype22 dvtype_otherr ///
> panel_nofee panel_fee tss cjournall notjournall ser [pweight = weight], noc cluster(id)
> display e(r2_a)
> 
> */
. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\ANDY KIM\REVISION FOR WORLD DEVELOPMENT\DATA AND CODE\Appendix.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}14 Jul 2016, 09:18:12
{txt}{.-}
{smcl}
{txt}{sf}{ul off}